Need Help! Problem with compressor losing air

I am losing air and it is not a leak in my lines. I have two Firestone compressors and am losing air out of what I think is the filter. It is the gray part that turns. Does it need to be tightened or is something else wrong because it is slowly letting air out. I can hear it and feel it. Sorry if this is a dumb question. I am new to bags. Please help!

Thanks